Results 191 to 200 of about 131,091 (318)

Queue length analysis of a Markov-modulated vacation queue with dependent arrival and service processes and exhaustive service policy

, 2016
Gábor Horväth, Zsolt Saffer, Miklós Telek   +2 more
openalex   +2 more sources

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Markov reads Puškin, again: A statistical journey into the poetic world of Evgenij Onegin. [PDF]

PLoS One
Sabatini AM.
europepmc   +1 more source

About the sub-exponential convergence of the Markov process

, 2012
Xinyu Wang
openalex   +1 more source

Nowcasting World Trade With Machine Learning: A Three‐Step Approach

Journal of Forecasting, EarlyView.
ABSTRACT We nowcast world trade using machine learning, distinguishing between tree‐based methods (random forest and gradient boosting) and their linear‐regression‐based counterparts (macroeconomic random forest and gradient boosting—linear). While much less used in the literature, the latter are found to outperform not only the tree‐based techniques ...
Menzie Chinn, Baptiste Meunier, Sebastian Stumpner   +2 more
wiley   +1 more source

Addressing lightning and market uncertainties in self-scheduling: A fuzzy-markov approach for smart grids. [PDF]

Sci Rep
Benistan IS, Shahbazzadeh MJ, Eslami M.
europepmc   +1 more source

Analysing the Drivers of Cropland Footprint in Leading Agricultural Nations: Evidence From MMQR Approach

Geological Journal, EarlyView.
ABSTRACT Climate change represents the biggest current challenge for us and for future generations. Its impact on agriculture is undeniable, considering the food security goal. Thus, the cropland footprint has been distinguished as a comprehensive index for assessing the impact of environmental changes in agricultural areas determined by the increased ...
Ibrahim Cutcu, Magdalena Radulescu
wiley   +1 more source

Markov Chains and Markov Processes

, 2016
Markov chain, which was named after Andrew Markov is a mathematical system that transfers a state to another state. Many real world systems contain uncertainty. This study helps us to understand the basic idea of a Markov chain and how is been useful in our daily lives.
openaire   +1 more source

Whale optimization algorithm based on Markov chain is used for overlapping community discovery. [PDF]

Sci Rep
Li J, Zhou Y, Guan D, Zhang Z.
europepmc   +1 more source